+20.7%
DHI vs RRC
+29.5%
-8.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | -3.4% | -1.8% | -1.6% | -3.4% |
| 30D | -5.4% | +2.7% | -8.1% | -5.5% |
| 3M | -10.4% | +8.8% | -19.3% | -10.6% |
| 6M | -2.8% | -1.2% | -1.6% | -2.7% |
| YTD | -3.4% | +17.6% | -21.0% | -4.8% |
| 1Y | -22.9% | +18.4% | -41.3% | -24.0% |
| 3Y | +20.7% | +33.1% | -12.4% | +15.3% |
| All | +20.7% | +29.5% | -8.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling